OIS Discounting and CVA Workshop

Click here to download the brochure and registration form.

About this Workshop

This workshop gives attendees a solid understanding of both the industry pressures that brought about OIS discounting as well as quantitative and technical challenges to adopting the methodology.

This popular course has been designed, and is delivered, by Ben Watson, a well-known and much sought-after expert on OIS in the Asia-Pacific region. It has been split into 2 days (OIS Discounting and Counterparty Credit Risk) and the modules can be taken separately or together.


Background

Since the global financial crisis, many of the assumptions underpinning the foundation of modern finance have been critically examined and questioned. One of the major changes to emerge is the use of OIS for discounting.

OIS Discounting is rapidly becoming the market standard for valuing OTC derivatives where collateral is used to mitigate credit risk. It does, however, represent a large organisational change for any organisation to undertake.

Ben Watson uses his extensive experience to ensure course participants come away understanding the business drivers behind OIS discounting and are equipped with the knowledge necessary to build an OIS curve as well as measure and manage CSA risk.


About the Trainer

Ben Watson has worked for more than 18 years as a quantitative analyst in investment banking. Until 2012 he was the APAC regional head of Quantitative Analytics for RBS. Prior to this, Ben was the local head of Quantitative Analysis at ABN AMRO Australia. Today Ben is the CEO
of Maroon Analytics Australia, a consultancy specialising in quantitative solutions to banks,
financial institutions and corporates.

From 2011 to 2013, Ben was heavily involved with a successful OIS migration for a global investment bank.


For more information and to book your place on this highly popular course, please download our brochure or email learning@maroonanalytics.com to secure your place on this highly popular workshop.


Contact: learning@maroonanalytics.com